Before I risk going live I wanted some clarification of on Zorro and how it acts over the weekend. I have weekend = 4 and PLOTLONG activated in my script. Now what I want to happen is that if I log off and back on I can automatically start trading by having Zorro use the previous bars as a look back period and start executing trades as soon as they happen.

In demo trading I have noted that Zorro skips the first few trades that it should take before resuming trading. Since I anticipate downtime and powert outages in trading I was wondering how I could have Zorro take the earlier closing data to fill its indicators so I can ensure 100% signal pickup, or as close as possible to it. Any Ideas, I thought PLOTLONG should do this but I may have misunderstood? In addition, I am using closing prices for my algorithms so that the historical data should yield the same signals as if I had it running the whole time.

Every strategy needs a "Lookback period" for filling its indicators with price data. For instance, a 30 bar MA needs 30 prices. If you would trade during that period, you'll lose your money because the indicators have wrong values. That's why trade programs must skip trades during that period.

When life trading, Zorro fills the indicators with past prices downloaded from the broker's server. That's why Zorro can start trading right away without having to wait the lookback period. Dependent on how recent the data is, Zorro might still skip a trade in the very first bar for safety reasons.

This has nothing to do with PLOTLONG or with weekends. Trading does not take place and price data does not arrive during weekends.

I absolutely understand this, and I know that there are no prices and trading on the weekends. I am trying to understand how Zorro is supposed to function with interruptions in service

As in on Sunday afternoon, will it start trading with a continuation of friday's prices or will it start a brand new look back period? You see if you are trading 4 hr bars and your waiting for a lookback every sunday you effectively waste a large fraction of the week waiting for your lookback period to complete. If you were unlucky to have been disconnected then the lookback starts over. I wanted to know if there was a way I can use the historical close prices of the last 40 bars so that it can resume trading instantaneously upon turning it on.

If Zorro needs to be on continuously to function then I will have to run it of virtual private server, otherwise I will spend most of my trading waiting for lookback periods to finish. That is why i was asking the question so I can decide on how to best proceed. Again, many thanks jcl, I appreciate your input, I am merely trying to understand how Zorro is supposed to function through breaks in service.

It will continue with Friday's prices. The lookback period is a number of bars, not a time. For trading, the week has only 5 days, and there are no bars on weekends.

If the Internet connection is interrupted, Zorro will just continue after the connection is established again. You don't have to "wait a lookback period" or something like that.